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Looking for evidence of speculative stockholding in commodity markets

  • Ng, Serena

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Article provided by Elsevier in its journal Journal of Economic Dynamics and Control.

Volume (Year): 20 (1996)
Issue (Month): 1-3 ()
Pages: 123-143

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Handle: RePEc:eee:dyncon:v:20:y:1996:i:1-3:p:123-143
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  1. Gourieroux, Christian & Monfort, Alain, 1992. "Qualitative threshold ARCH models," Journal of Econometrics, Elsevier, vol. 52(1-2), pages 159-199.
  2. repec:cup:cbooks:9780521326162 is not listed on IDEAS
  3. Lee, Tae-Hwy & White, Halbert & Granger, Clive W. J., 1993. "Testing for neglected nonlinearity in time series models : A comparison of neural network methods and alternative tests," Journal of Econometrics, Elsevier, vol. 56(3), pages 269-290, April.
  4. White, Halbert, 1980. "A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity," Econometrica, Econometric Society, vol. 48(4), pages 817-38, May.
  5. repec:cup:cbooks:9780521023399 is not listed on IDEAS
  6. Christopher L Gilbert, 1993. "Modelling Market Fundamentals: A Model of the Aluminium Market," CEPR Financial Markets Paper 0030, European Science Foundation Network in Financial Markets, c/o C.E.P.R, 77 Bastwick Street, London EC1V 3PZ..
  7. Newbery, David M G & Stiglitz, Joseph E, 1982. "Optimal Commodity Stock-piling Rules," Oxford Economic Papers, Oxford University Press, vol. 34(3), pages 403-27, November.
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